WIGDIST is the jSpectral module of jLab.

  WIGDIST  Wigner distribution (alias-free algorithm).
 
    D=WIGDIST(X,NMIN,NMAX) returns the Wigner distrution of column vector X
    at Fourier frequencies [NMIN/N:1/N:NMAX/N] where N equals LENGTH(X). 
    The output D is a matrix of dimension LENGTH(X) x [NMAX-NMIN+1].  
    
    Note that negative frequencies are permitted.
   
    D=WIGDIST(X,NMIN,NMAX,M) first zero-pads the data to length M, where 
    M>LENGTH(X). The Wigner distrution is then computed at frequencies 
    [NMIN/M:1/M:NMAX/M].  This is to give higher frequency resolution.  
 
    WIGDIST uses the alias-free Wigner distribution algorithm given in
    Matllat (1999), second edition, section 4.5.4.
 
    The Wigner distribution is computed using a fast algoorithm that is an
    order of magnitude faster than the obvious algorithm.  The difference
    between the two is at the level of numerical noise.  To force use of 
    the slow algorithm, use WIGDIST(X,NMIN,NMAX,M,1).
 
    'wigdist --t' runs a test using the two different algorithms.
    'wigdist --f' generates some sample figures.
 
    Usage:  [d,f]=wigdist(x,nmin,nmax);
            [d,f]=wigdist(x,nmin,nmax,m);
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    This is part of JLAB --- type 'help jlab' for more information
    (C) 2004--2016 J.M. Lilly --- type 'help jlab_license' for details